+7.9%
DT vs MAGS
+184.9%
-177.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +3.1% | +1.7% | +1.5% | +2.3% |
| 30D | -29.5% | -5.8% | -23.8% | -27.4% |
| 3M | -11.7% | +0.2% | -12.0% | -11.8% |
| 6M | +29.0% | -2.7% | +31.6% | +30.4% |
| YTD | +3.4% | +4.1% | -0.7% | +0.9% |
| 1Y | -4.2% | +7.5% | -11.7% | -8.1% |
| 3Y | -12.8% | +122.0% | -134.9% | -48.8% |
| All | +7.9% | +184.9% | -177.0% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling